Union Pacific Corp (UNP)
240.36
+2.67
(+1.12%)
USD |
NYSE |
May 03, 16:00
240.33
-0.03
(-0.01%)
After-Hours: 20:00
Union Pacific Max Drawdown (5Y): 38.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.71% |
March 31, 2024 | 38.71% |
February 29, 2024 | 38.71% |
January 31, 2024 | 38.71% |
December 31, 2023 | 38.71% |
November 30, 2023 | 38.71% |
October 31, 2023 | 38.71% |
September 30, 2023 | 38.71% |
August 31, 2023 | 38.71% |
July 31, 2023 | 38.71% |
June 30, 2023 | 38.71% |
May 31, 2023 | 38.71% |
April 30, 2023 | 38.71% |
March 31, 2023 | 38.71% |
February 28, 2023 | 38.71% |
January 31, 2023 | 38.71% |
December 31, 2022 | 38.71% |
November 30, 2022 | 38.71% |
October 31, 2022 | 38.71% |
September 30, 2022 | 38.71% |
August 31, 2022 | 38.71% |
July 31, 2022 | 38.71% |
June 30, 2022 | 38.71% |
May 31, 2022 | 38.71% |
April 30, 2022 | 38.71% |
Date | Value |
---|---|
March 31, 2022 | 38.71% |
February 28, 2022 | 38.71% |
January 31, 2022 | 38.71% |
December 31, 2021 | 38.71% |
November 30, 2021 | 38.71% |
October 31, 2021 | 38.71% |
September 30, 2021 | 38.71% |
August 31, 2021 | 38.71% |
July 31, 2021 | 38.71% |
June 30, 2021 | 38.71% |
May 31, 2021 | 38.71% |
April 30, 2021 | 38.71% |
March 31, 2021 | 38.71% |
February 28, 2021 | 38.71% |
January 31, 2021 | 38.71% |
December 31, 2020 | 38.71% |
November 30, 2020 | 40.76% |
October 31, 2020 | 43.17% |
September 30, 2020 | 43.17% |
August 31, 2020 | 43.17% |
July 31, 2020 | 43.17% |
June 30, 2020 | 43.17% |
May 31, 2020 | 43.17% |
April 30, 2020 | 43.17% |
March 31, 2020 | 43.17% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
38.71%
Minimum
Dec 2020
43.17%
Maximum
May 2019
40.08%
Average
38.71%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
CSX Corp | 40.55% |
Norfolk Southern Corp | 44.42% |
Alaska Air Group Inc | 75.06% |
USD Partners LP | 99.37% |
United Parcel Service Inc | 38.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.493 |
Beta (5Y) | 1.059 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.91% |
Historical Sharpe Ratio (5Y) | 0.2533 |
Historical Sortino (5Y) | 0.3471 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |